Estimation of nonstationary spatial covariance structure
非平稳空间协方差结构的估计
We introduce a method for estimating nonstationary spatial covariance structure from space‐time data and apply the method to an analysis of Sydney wind patterns. Our method constructs a process honouring a given spatial covariance matrix at observing stations and uses one or more stationary processes to describe conditional behaviour given observing site values. The stationary processes give a localised description of the spatial covariance structure. The method is…